Most Erfworlders believe in the Titans as Erf's creators or demiurges. Their divine will is used by Ansom, seeking to justify the traditional ruling systems of Erf, and by Stanley, who claims that the Titans have special plans for him that supersede the "mandate" of the royals, as evidenced by his attunement to the Arkenhammer. Images of the Titans are featured in the architecture of many cities.
Some Erfworlders believe in an a City of Heroes, afterlife in which heroic deeds in combat are especially rewarded.
An unit's specific religious beliefs are present when it is popped, though it may become more or less faithful depending on their experience. In any case, being an atheist in such an ordered universe dependent of so many physics simplifications and workarounds would be quite a feat of self-conditioning.
Religious debates in Erfworld seem to take the form of the specific "plans" the Titans may have had for Erf and themselves: in other words, Fate.